Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52083.23 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47970.16 Kr¶

PnL: ---------------------------------------> -961.84 Kr¶

DD now: ---------------------------------> -1.952 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:07:46.567691'

Anic Portfolio¶

Today¶

Return: 0.016 %¶

This Week¶

Return: -0.445 %¶

Total portfolio value¶

Return including deposits: 70.507 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
Xvivo Perfusion 3 -0.340000 879.000000 34.000000 4.020000 845.000001
BHG Group 49 2.390000 672.770000 33.770000 5.280000 638.999984
Volati 5 5.760000 606.000000 32.000000 5.570000 574.000000
Biotage 4 0.640000 628.000000 25.000000 4.150000 603.000000
Vitrolife 3 0.950000 699.000000 22.000000 3.250000 677.000001
Addtech B 3 0.670000 720.000000 20.000000 2.860000 699.999999
SynAct Pharma 9 0.960000 664.200000 19.200000 2.980000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.280000 665.000000 11.000000 1.680000 653.999997
Svolder B 35 -0.320000 2185.750000 6.750000 0.310000 2179.000005
Fortnox 10 -0.590000 672.400000 4.400000 0.660000 668.000000
Embracer Group B 26 -1.580000 663.910000 1.910000 0.290000 661.999988
Latour B 2 -0.400000 450.200000 1.200000 0.270000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Addnode Group B 6 -1.180000 751.200000 -0.800000 -0.110000 751.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Humana 40 1.450000 672.000000 -2.000000 -0.300000 674.000000
Indutrade 5 -0.980000 1315.500000 -4.500000 -0.340000 1320.000000
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Sampo Oyj SDB 1 -1.100000 493.000000 -12.000000 -2.380000 505.000000
Investor B 3 -0.600000 644.850000 -13.150000 -2.000000 657.999999
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Sdiptech B 3 -1.970000 808.200000 -13.800000 -1.680000 822.000000
BONESUPPORT HOLDING 10 -0.740000 1201.000000 -23.000000 -1.880000 1224.000000
Lime Technologies 2 -2.570000 568.000000 -25.000000 -4.220000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 1.430000 2501.040000 -35.960000 -1.420000 2537.000032
Lundin Gold 7 -0.460000 912.800000 -61.200000 -6.280000 973.999999
Creades A 7 0.000000 548.800000 -62.200000 -10.180000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
Sedana Medical 135 1.960000 4214.700000 -116.300000 -2.690000 4330.999935
New Wave B 40 -0.110000 3756.000000 -160.000000 -4.090000 3916.000000
Wästbygg Gruppen B 80 -1.490000 2648.000000 -223.000000 -7.770000 2871.000000
Bactiguard Holding B 37 1.440000 2612.200000 -354.800000 -11.960000 2966.999993
TOTAL 47958.420000 -973.580000 -1.9745% 48931.999868

Updated:¶

'2023-06-14 10:06:00.956628'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶